+244.6%
SIMO vs PEGA
+41.6%
+203.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.7% |
| 7D | +0.9% | -8.6% | +9.6% | +0.9% |
| 30D | -25.4% | -10.1% | -15.3% | -25.4% |
| 3M | -17.8% | -4.7% | -13.0% | -18.2% |
| 6M | -29.6% | -8.0% | -21.6% | -29.8% |
| YTD | +100.3% | -47.1% | +147.5% | +117.6% |
| 1Y | +100.4% | -47.5% | +147.8% | +117.9% |
| All | +244.6% | +41.6% | +203.0% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling